Maybe, but the scale here is gigantic, and it will take a lot of work for humans to make an impact. Consider that a single cumulus cloud can weigh 2 million pounds(that is, 900 cubic meters of liquid water).
If you were going to be worried about things like this, wind farms will probably pose a bigger problem than water collection, unless we start building large cities in the desert relying only on air moisture collection.
If you were going to be worried about things like this, wind farms will probably pose a bigger problem than water collection, unless we start building large cities in the desert relying only on air moisture collection.